@stdlib/stats
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Standard library statistical functions.
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{{alias}}( [α, β] )
Returns an inverse gamma distribution object.
Parameters
----------
α: number (optional)
Shape parameter. Must be greater than `0`. Default: `1.0`.
β: number (optional)
Scale parameter. Must be greater than `0`. Default: `1.0`.
Returns
-------
invgamma: Object
Distribution instance.
invgamma.alpha: number
Shape parameter. If set, the value must be greater than `0`.
invgamma.beta: number
Scale parameter. If set, the value must be greater than `0`.
invgamma.entropy: number
Read-only property which returns the differential entropy.
invgamma.kurtosis: number
Read-only property which returns the excess kurtosis.
invgamma.mean: number
Read-only property which returns the expected value.
invgamma.mode: number
Read-only property which returns the mode.
invgamma.skewness: number
Read-only property which returns the skewness.
invgamma.stdev: number
Read-only property which returns the standard deviation.
invgamma.variance: number
Read-only property which returns the variance.
invgamma.cdf: Function
Evaluates the cumulative distribution function (CDF).
invgamma.logpdf: Function
Evaluates the natural logarithm of the probability density function
(PDF).
invgamma.pdf: Function
Evaluates the probability density function (PDF).
invgamma.quantile: Function
Evaluates the quantile function at probability `p`.
Examples
--------
> var invgamma = {{alias}}( 6.0, 5.0 );
> invgamma.alpha
6.0
> invgamma.beta
5.0
> invgamma.entropy
~0.454
> invgamma.kurtosis
19.0
> invgamma.mean
1.0
> invgamma.mode
~0.714
> invgamma.skewness
~2.667
> invgamma.stdev
0.5
> invgamma.variance
0.25
> invgamma.cdf( 0.8 )
~0.406
> invgamma.pdf( 1.0 )
~0.877
> invgamma.logpdf( 1.0 )
~-0.131
> invgamma.quantile( 0.8 )
~1.281
See Also
--------